+1,061.7%
SMH vs EW
+6,689.7%
-5,628.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.4% |
| 7D | +4.9% | +4.9% | 0.0% | +3.4% |
| 30D | -13.8% | +23.9% | -37.8% | -19.3% |
| 3M | -17.4% | +15.8% | -33.1% | -21.2% |
| 6M | -15.0% | +31.7% | -46.6% | -22.3% |
| YTD | +35.2% | +25.7% | +9.5% | +24.9% |
| 1Y | +41.6% | +24.4% | +17.2% | +31.2% |
| 3Y | +215.6% | +65.9% | +149.8% | +158.6% |
| 5Y | +233.2% | -7.6% | +240.9% | +222.5% |
| 10Y | +1,458.7% | +253.2% | +1,205.5% | +937.0% |
| All | +1,061.7% | +6,689.7% | -5,628.0% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling